QGrid_EMA_ATR_ADX — metrics
Guarded: FAIL · 1 fail · 15 warnQuantGridgunbot-quant
With the break-even guard FAIL · 1 fail · 15 warn
Exits: no exit below average entry plus fees, stops included
The metric set the portfolio dashboard reports, computed per cell so a backtested configuration and a running one read on the same axes. Portfolio-level measures (concentration, pairwise correlation, beta against a benchmark) are omitted: one strategy on one pair has no cross-sectional structure to measure, and printing a null would imply the number exists.
1m
| Metric | calm | cautious | medium | bold | aggressive |
|---|---|---|---|---|---|
| Return | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
| CAGR | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
| Buy and hold | 21.88% | 21.88% | 21.88% | 21.88% | 21.88% |
| Edge vs B&H | -21.88% | -21.88% | -21.88% | -21.88% | -21.88% |
| Volatility (ann.) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
| Sharpe | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Sortino | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Calmar | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Omega | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Max drawdown | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
| Ulcer index | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
| Drawdown episodes | 0 | 0 | 0 | 0 | 0 |
| Longest underwater (days) | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| Recovery factor | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| VaR 95% | 0.000% | 0.000% | 0.000% | 0.000% | 0.000% |
| VaR 99% | 0.000% | 0.000% | 0.000% | 0.000% | 0.000% |
| CVaR 95% | 0.000% | 0.000% | 0.000% | 0.000% | 0.000% |
| Skew | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Excess kurtosis | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Best day | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
| Worst day | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
| Positive days | 0 | 0 | 0 | 0 | 0 |
| Negative days | 0 | 0 | 0 | 0 | 0 |
| Round trips | 0 | 0 | 0 | 0 | 0 |
| Winning / losing trades | 0 / 0 | 0 / 0 | 0 / 0 | 0 / 0 | 0 / 0 |
| Trades per day | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Win rate | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
| Profit factor | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Payoff ratio | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Expectancy | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
| Average win | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
| Average loss | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
| Average trade | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
| Max win streak | 0 | 0 | 0 | 0 | 0 |
| Max loss streak | 0 | 0 | 0 | 0 | 0 |
| Time in market | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
| Turnover | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Realised P&L | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Unrealised P&L | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Fees paid | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Fee drag | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
| Final equity | 1000.00 | 1000.00 | 1000.00 | 1000.00 | 1000.00 |
3m
| Metric | calm | cautious | medium | bold | aggressive |
|---|---|---|---|---|---|
| Return | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
| CAGR | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
| Buy and hold | 21.86% | 21.86% | 21.86% | 21.86% | 21.86% |
| Edge vs B&H | -21.86% | -21.86% | -21.86% | -21.86% | -21.86% |
| Volatility (ann.) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
| Sharpe | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Sortino | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Calmar | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Omega | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Max drawdown | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
| Ulcer index | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
| Drawdown episodes | 0 | 0 | 0 | 0 | 0 |
| Longest underwater (days) | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| Recovery factor | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| VaR 95% | 0.000% | 0.000% | 0.000% | 0.000% | 0.000% |
| VaR 99% | 0.000% | 0.000% | 0.000% | 0.000% | 0.000% |
| CVaR 95% | 0.000% | 0.000% | 0.000% | 0.000% | 0.000% |
| Skew | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Excess kurtosis | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Best day | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
| Worst day | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
| Positive days | 0 | 0 | 0 | 0 | 0 |
| Negative days | 0 | 0 | 0 | 0 | 0 |
| Round trips | 0 | 0 | 0 | 0 | 0 |
| Winning / losing trades | 0 / 0 | 0 / 0 | 0 / 0 | 0 / 0 | 0 / 0 |
| Trades per day | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Win rate | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
| Profit factor | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Payoff ratio | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Expectancy | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
| Average win | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
| Average loss | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
| Average trade | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
| Max win streak | 0 | 0 | 0 | 0 | 0 |
| Max loss streak | 0 | 0 | 0 | 0 | 0 |
| Time in market | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
| Turnover | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Realised P&L | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Unrealised P&L | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Fees paid | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Fee drag | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
| Final equity | 1000.00 | 1000.00 | 1000.00 | 1000.00 | 1000.00 |
5m
| Metric | calm | cautious | medium | bold | aggressive |
|---|---|---|---|---|---|
| Return | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
| CAGR | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
| Buy and hold | 21.83% | 21.83% | 21.83% | 21.83% | 21.83% |
| Edge vs B&H | -21.83% | -21.83% | -21.83% | -21.83% | -21.83% |
| Volatility (ann.) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
| Sharpe | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Sortino | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Calmar | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Omega | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Max drawdown | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
| Ulcer index | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
| Drawdown episodes | 0 | 0 | 0 | 0 | 0 |
| Longest underwater (days) | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| Recovery factor | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| VaR 95% | 0.000% | 0.000% | 0.000% | 0.000% | 0.000% |
| VaR 99% | 0.000% | 0.000% | 0.000% | 0.000% | 0.000% |
| CVaR 95% | 0.000% | 0.000% | 0.000% | 0.000% | 0.000% |
| Skew | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Excess kurtosis | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Best day | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
| Worst day | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
| Positive days | 0 | 0 | 0 | 0 | 0 |
| Negative days | 0 | 0 | 0 | 0 | 0 |
| Round trips | 0 | 0 | 0 | 0 | 0 |
| Winning / losing trades | 0 / 0 | 0 / 0 | 0 / 0 | 0 / 0 | 0 / 0 |
| Trades per day | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Win rate | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
| Profit factor | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Payoff ratio | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Expectancy | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
| Average win | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
| Average loss | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
| Average trade | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
| Max win streak | 0 | 0 | 0 | 0 | 0 |
| Max loss streak | 0 | 0 | 0 | 0 | 0 |
| Time in market | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
| Turnover | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Realised P&L | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Unrealised P&L | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Fees paid | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Fee drag | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
| Final equity | 1000.00 | 1000.00 | 1000.00 | 1000.00 | 1000.00 |
Every number on this page is read from the run record that produced it — the audit pipeline writes the page and the record together, so the two cannot drift apart.